Abstract. Hinrichs [3] recently studied multivariate integration defined over reproducing kernel Hilbert spaces in the randomized setting and for the normalized error criterion. I...
Kernel Principal Component Analysis extends linear PCA from a Euclidean space to any reproducing kernel Hilbert space. Robustness issues for Kernel PCA are studied. The sensitivit...
We present a class of algorithms for independent component analysis (ICA) which use contrast functions based on canonical correlations in a reproducing kernel Hilbert space. On th...
We propose two statistical tests to determine if two samples are from different distributions. Our test statistic is in both cases the distance between the means of the two sample...
Arthur Gretton, Karsten M. Borgwardt, Malte J. Ras...
We describe a technique for comparing distributions without the need for density estimation as an intermediate step. Our approach relies on mapping the distributions into a Reprod...
Arthur Gretton, Karsten M. Borgwardt, Malte J. Ras...